-42.9%
ACN vs CCI
-50.2%
+7.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +3.9% | -16.3% | +20.1% | +10.3% |
| 6M | -15.0% | -13.9% | -1.1% | -10.7% |
| YTD | -31.9% | -12.4% | -19.5% | -29.0% |
| 1Y | -28.5% | -15.2% | -13.3% | -24.9% |
| 3Y | -41.9% | -9.9% | -32.0% | -42.6% |
| 5Y | -42.9% | -50.8% | +8.0% | -26.7% |
| All | -42.9% | -50.2% | +7.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling